Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Returning-multiple-values-from-a-Monte-Carlo-pricing-engine-tp9175p9180.html
On Tue, 2010-12-14 at 12:48 +0000, Simon Ibbotson wrote:
> Unfortunately not; McSimulation::value() instantiates a result_type
> (i.e. an Array) from a vector<double> obtained from the
> sampleAccumulator at several points (also in ::valueWithSamples()).
>
> Therefore, Array would need a new constructor either:
>
> [...]
>
> Which would you recommend?
Neither. You can use the existing
Array(ForwardIterator begin, ForwardIterator end);
and pass the begin() and end() of the vector.
Luigi
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